FRI vs. DLR
Compare and contrast key facts about First Trust S&P REIT Index Fund (FRI) and Digital Realty Trust, Inc. (DLR).
FRI is a passively managed fund by First Trust that tracks the performance of the S&P United States REIT. It was launched on May 8, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRI or DLR.
Key characteristics
| FRI | DLR | |
|---|---|---|
| YTD Return | 12.78% | 35.88% |
| 1Y Return | 31.49% | 43.64% |
| 3Y Return (Ann) | 0.80% | 8.61% |
| 5Y Return (Ann) | 5.04% | 12.87% |
| 10Y Return (Ann) | 5.85% | 14.41% |
| Sharpe Ratio | 1.92 | 1.67 |
| Sortino Ratio | 2.77 | 2.38 |
| Omega Ratio | 1.34 | 1.31 |
| Calmar Ratio | 1.16 | 1.97 |
| Martin Ratio | 8.97 | 8.79 |
| Ulcer Index | 3.61% | 5.03% |
| Daily Std Dev | 16.88% | 26.43% |
| Max Drawdown | -71.95% | -56.80% |
| Current Drawdown | -3.71% | -2.64% |
Correlation
The correlation between FRI and DLR is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FRI vs. DLR - Performance Comparison
In the year-to-date period, FRI achieves a 12.78% return, which is significantly lower than DLR's 35.88% return. Over the past 10 years, FRI has underperformed DLR with an annualized return of 5.85%, while DLR has yielded a comparatively higher 14.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FRI vs. DLR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S&P REIT Index Fund (FRI) and Digital Realty Trust, Inc. (DLR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
FRI vs. DLR - Dividend Comparison
FRI's dividend yield for the trailing twelve months is around 2.60%, less than DLR's 2.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRI First Trust S&P REIT Index Fund | 2.60% | 3.24% | 2.51% | 1.44% | 3.08% | 2.28% | 3.21% | 2.82% | 3.27% | 2.66% | 2.07% | 3.10% |
DLR Digital Realty Trust, Inc. | 2.73% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
Drawdowns
FRI vs. DLR - Drawdown Comparison
The maximum FRI drawdown since its inception was -71.95%, which is greater than DLR's maximum drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for FRI and DLR. For additional features, visit the drawdowns tool.
Volatility
FRI vs. DLR - Volatility Comparison
The current volatility for First Trust S&P REIT Index Fund (FRI) is 4.90%, while Digital Realty Trust, Inc. (DLR) has a volatility of 11.27%. This indicates that FRI experiences smaller price fluctuations and is considered to be less risky than DLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.